+112.4%
MS vs SPXU
-81.8%
+194.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.8% |
| 7D | -1.6% | +7.6% | -9.1% | +2.0% |
| 30D | -3.8% | +17.5% | -21.3% | +3.5% |
| 3M | -14.6% | +14.7% | -29.3% | -8.6% |
| 6M | -5.1% | -0.1% | -5.0% | -2.6% |
| YTD | +4.5% | -19.8% | +24.3% | +0.3% |
| 1Y | +13.5% | -23.7% | +37.3% | +7.5% |
| 3Y | +160.4% | -79.5% | +239.9% | +72.1% |
| All | +112.4% | -81.8% | +194.2% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling